It is probably the map you are playing. A few give you a type of capitalship from the start of the game. If you play a random map you'll see the default which is the first capitalship you build is free, which of course allows you to pick.
You might also be getting confused with the flagship victory mode. If this is enabled you get a free battleship as a flagship, but its actually not a capitalship. You can still choose your first capitalship for free.
